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Table Visualization¶

Out[13]:
  category codeCOT futures latest deltaW zscore3M zscore6M
0 equities 13874A E-MINI S&P 500 -9,040 -7,760 1.038975 0.780388
1 equities 1170E1 VIX FUTURES -3,008 12,869 1.278042 1.754218
2 equities 239742 RUSSELL E-MINI 5,593 -15,151 0.745121 1.315031
3 equities 12460+ DJIA Consolidated 14,317 -2,754 0.866003 0.821674
4 equities 209742 NASDAQ MINI 19,460 891 0.323879 0.896583
5 equities 240741 NIKKEI STOCK AVERAGE 0 0 0.000000 0.000000
6 rates 043602 UST 10Y NOTE -1,041,205 106,728 -1.026073 -1.555926
7 rates 044601 UST 5Y NOTE -1,643,744 -103,359 -0.210269 -0.793842
8 rates 042601 UST 2Y NOTE -1,236,436 -50,919 -1.467928 -1.422692
9 rates 020601 UST BOND -73,273 15,936 -0.506551 -0.991237
10 rates 045601 FED FUNDS 191,471 -54,222 1.363539 1.582360
11 rates 132741 EURODOLLARS-3M 0 0 0.000000 0.000000
12 currencies 098662 USD INDEX -1,871 -2,039 -1.755853 -1.312784
13 currencies 097741 JAPANESE YEN 31,144 -24,373 0.511280 1.177625
14 currencies 099741 EURO FX 47,422 -22,678 -0.530141 0.136866
15 currencies 096742 BRITISH POUND 94,788 -6,027 -0.093841 0.718117
16 currencies 232741 AUSTRALIAN DOLLAR 32,046 15,183 1.943112 1.967713
17 currencies 090741 CANADIAN DOLLAR -90,640 -18,886 0.617560 0.436959
18 currencies 095741 MEXICAN PESO 28,992 3,085 -0.586022 -1.051679
19 currencies 112741 NZ DOLLAR 1,281 -689 0.274911 0.089223
20 currencies 092741 SWISS FRANC -23,291 788 0.542644 1.149667
21 commodities 133741 BITCOIN -1,411 390 -1.097853 -1.282912
22 commodities 06765T BRENT LAST DAY -27,362 -10,542 -1.406085 -0.884386
23 commodities 088691 GOLD 276,764 -23,935 -0.204538 0.583169
24 commodities 085692 COPPER- #1 41,809 -718 0.933576 0.044745
25 commodities 023651 NAT GAS NYME -123,199 -15,690 -2.217927 -0.978183
26 commodities 111659 GASOLINE RBOB 41,108 8,653 1.470317 0.089488
27 commodities 022651 NY HARBOR ULSD -4,082 11,132 -0.640650 -1.139605
28 commodities 084691 SILVER 50,450 -4,533 0.282739 0.107815
29 commodities 076651 PLATINUM 22,185 -6,593 0.743381 0.472176
30 commodities 002602 CORN 33,407 46,584 1.722311 1.958008
31 commodities 005602 SOYBEANS -34,150 15,562 2.090233 1.657059
32 commodities 001602 WHEAT-SRW -20,243 -4,623 1.060577 0.989089
33 commodities 001612 WHEAT-HRW 3,287 9,300 2.072502 1.934638
34 commodities 057642 LIVE CATTLE 101,879 13,013 1.988810 2.504601
35 commodities 054642 LEAN HOGS 91,222 16,254 2.038454 1.286782
36 commodities 080732 SUGAR NO. 11 107,846 -30,447 1.224549 1.696952
37 commodities 033661 COTTON NO. 2 -5,651 -1,186 1.652002 0.114216
38 commodities 083731 COFFEE C 58,249 -6,309 -1.391155 -1.578519
39 commodities 073732 COCOA 30,845 -2,872 1.472201 1.901240
40 commodities 040701 FRZN CONCENTRATED ORANGE JUICE 3,504 -127 -0.097196 0.026480

Plotting plotly¶

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